Table 1.
n = 200 |
n = 400 |
n = 800 |
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Window size | p = 0.1 | p = 0.3 | p = 0.5 | p = 0.1 | p = 0.3 | p = 0.5 | p = 0.1 | p = 0.3 | p = 0.5 |
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True value | |||||||||
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0.0850 (0.0155) | 0.1764 (0.0137) | 0.2052 (0.0119) | 0.0861 (0.0107) | 0.1767 (0.0103) | 0.2058 (0.0083) | 0.0851 (0.0074) | 0.1780 (0.0067) | 0.2055 (0.0059) | |
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Bias | |||||||||
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10 | 0.0066 (0.0036) | 0.0141 (0.0050) | 0.0161 (0.0061) | 0.0068 (0.0024) | 0.0140 (0.0043) | 0.0166 (0.0046) | 0.0066 (0.0019) | 0.0143 (0.0029) | 0.0164 (0.0035) |
20 | 0.0029 (0.0032) | 0.0058 (0.0044) | 0.0065 (0.0052) | 0.0030 (0.0022) | 0.0059 (0.0038) | 0.0073 (0.0039) | 0.0029 (0.0018) | 0.0064 (0.0026) | 0.0073 (0.0034) |
30 | 0.0014 (0.0031) | 0.0021 (0.0044) | 0.0022 (0.0052) | 0.0017 (0.0021) | 0.0029 (0.0037) | 0.0037 (0.0036) | 0.0015 (0.0018) | 0.0035 (0.0025) | 0.0041 (0.0033) |
40 | 0.0006 (0.0031) | −0.0002 (0.0043) | −0.0006 (0.0051) | 0.0009 (0.0020) | 0.0012 (0.0036) | 0.0018 (0.0035) | 0.0008 (0.0018) | 0.0020 (0.0025) | 0.0024 (0.0032) |
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Percent bias | |||||||||
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10 | 0.0792 (0.0442) | 0.0799 (0.0272) | 0.0785 (0.0296) | 0.0792 (0.0276) | 0.0789 (0.0237) | 0.0808 (0.0219) | 0.0774 (0.0217) | 0.0803 (0.0157) | 0.0798 (0.0166) |
20 | 0.0350 (0.0411) | 0.0325 (0.0249) | 0.0314 (0.0258) | 0.0351 (0.0256) | 0.0334 (0.0216) | 0.0353 (0.0188) | 0.0339 (0.0209) | 0.0358 (0.0144) | 0.0356 (0.0162) |
30 | 0.0182 (0.0417) | 0.0117 (0.0248) | 0.0109 (0.0256) | 0.0190 (0.0246) | 0.0163 (0.0209) | 0.0181 (0.0177) | 0.0182 (0.0208) | 0.0198 (0.0142) | 0.0198 (0.0161) |
40 | 0.0088 (0.0423) | −0.0016 (0.0247) | −0.0033 (0.0254) | 0.0102 (0.0238) | 0.0064 (0.0208) | 0.0085 (0.0172) | 0.0099 (0.0207) | 0.0112 (0.0143) | 0.0114 (0.0159) |